Fact sheet: Robeco QI Emg Mkts Act Eqs

Fund information

Fund name
Robeco QI Emerging Markets Active Equities I EUR
Fund company manager
Robeco Luxembourg S.A.
Fund type
SIB
Fund manager
Tim Dröge
since 29/01/2008
Fund objective
Robeco Active Quant Emerging Markets Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. The fund uses a quantitative stock-selection model and aims to benefit from the systematic behavioral mistakes of investors. This model ranks stocks according to valuation and sentiment. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted.
Benchmark
MSCI Emerging Markets Index
Investment style
Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

23.05 %

1 Year rank in sector

109/274

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 534.0 m

FE Risk score

135

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    30.3%
  • Korea
    17.3%
  • Taiwan
    11.5%
  • Brazil
    8.5%
  • India
    7%
  • Information Technology
    27.3%
  • Financials
    24.1%
  • Energy
    8.6%
  • Consumer Discretionary
    8.5%
  • Materials
    8.2%
  • International Equities
    99.7%
  • Money Market
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.86 %4.73 %23.05 %25.25 %38.19 %
Sector3.28 %12.09 %21.04 %8.45 %19.92 %
Rank within sector191 / 293220 / 281109 / 27449 / 22957 / 172
Quartile th3 rd4 th2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund17.82 %20.99 %-11.95 %12.51 %-7.85 %
Sector23.36 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector200 / 28049 / 259116 / 23416 / 211165 / 182
Quartile th3 rd1 st2 nd1 st4 th

Risk statistics

Alpha4.94
Beta0.97
Sharpe0.19
Volatility15.19
Tracking error7.65
Information ratio0.6
R-Squared0.76

Price movement

52 week high185.88
52 week low147.69
Current bid price0
Current offer price0
Current mid price184.9

Holdings by region

  • 30.3% China
  • 17.3% Korea
  • 11.5% Taiwan
  • 8.5% Brazil
  • 7% India
  • 5.1% Others
  • 4.6% Russia
  • 4.6% South Africa
  • 3.3% Turkey
  • 3.1% Thailand

Holdings by sector

  • 27.3% Information Technology
  • 24.1% Financials
  • 8.6% Energy
  • 8.5% Consumer Discretionary
  • 8.2% Materials
  • 5.4% Telecommunications Utilities
  • 5% Consumer Staples
  • 4.8% Industrials
  • 4.5% Utilities
  • 3.2% Real Estate

Holdings by asset type

  • 99.7% International Equities
  • 0.3% Money Market

Individual holdings

  • 4.76% SAMSUNG ELECTRONICS CO
  • 3.85% TENCENT HLDGS LIMITED
  • 3.59% ALIBABA GROUP HLDG LTD
  • 2.8% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 2.07% NASPERS
  • 1.82% CHINA CONSTRUCTION BANK
  • 1.75% HON HAI PRECISION INDUSTRY
  • 1.52% INDUSTRIAL & COM BK CHINA
  • 1.28% CHINA MOBILE LTD
  • 1.2% SK HYNIX INC